+402.8%
MRK vs TDY
+7,056.0%
-6,653.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -4.3% | -1.1% | -3.1% | -4.1% |
| 30D | +8.3% | -12.0% | +20.3% | +10.5% |
| 3M | +20.0% | -3.2% | +23.2% | +20.5% |
| 6M | +25.7% | -7.9% | +33.5% | +27.0% |
| YTD | +38.7% | +18.2% | +20.5% | +34.6% |
| 1Y | +74.7% | +6.7% | +68.0% | +72.1% |
| 3Y | +45.4% | +47.5% | -2.2% | +35.1% |
| 5Y | +129.0% | +39.5% | +89.5% | +112.8% |
| 10Y | +228.0% | +477.2% | -249.1% | +141.3% |
| All | +402.8% | +7,056.0% | -6,653.2% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling